The L <Subscript>1</Subscript>-median is a robust estimator of multivariate location with good statistical properties. Several algorithms for computing the L <Subscript>1</Subscript>-median are available. Problem specific algorithms can be used, but also general optimization routines. The aim is to compare different algorithms with respect...</subscript></subscript>

In regression analysis, the presence of outliers in the dataset can strongly distort the classical least-squares estimator and lead to unreliable results. To deal with this, several robust-to-outliers methods have been proposed in the statistical literature. In Stata, some of these methods are...